CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
375.5 |
375.7 |
0.2 |
0.1% |
363.0 |
High |
376.9 |
381.0 |
4.1 |
1.1% |
373.9 |
Low |
373.6 |
375.0 |
1.4 |
0.4% |
363.0 |
Close |
376.8 |
381.0 |
4.2 |
1.1% |
371.5 |
Range |
3.3 |
6.0 |
2.7 |
81.8% |
10.9 |
ATR |
4.2 |
4.4 |
0.1 |
3.0% |
0.0 |
Volume |
634 |
240 |
-394 |
-62.1% |
662 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
397.0 |
395.0 |
384.3 |
|
R3 |
391.0 |
389.0 |
382.7 |
|
R2 |
385.0 |
385.0 |
382.1 |
|
R1 |
383.0 |
383.0 |
381.6 |
384.0 |
PP |
379.0 |
379.0 |
379.0 |
379.5 |
S1 |
377.0 |
377.0 |
380.5 |
378.0 |
S2 |
373.0 |
373.0 |
379.9 |
|
S3 |
367.0 |
371.0 |
379.4 |
|
S4 |
361.0 |
365.0 |
377.7 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
402.2 |
397.7 |
377.5 |
|
R3 |
391.3 |
386.8 |
374.5 |
|
R2 |
380.4 |
380.4 |
373.5 |
|
R1 |
375.9 |
375.9 |
372.5 |
378.2 |
PP |
369.5 |
369.5 |
369.5 |
370.6 |
S1 |
365.0 |
365.0 |
370.5 |
367.3 |
S2 |
358.6 |
358.6 |
369.5 |
|
S3 |
347.7 |
354.1 |
368.5 |
|
S4 |
336.8 |
343.2 |
365.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
381.0 |
368.6 |
12.4 |
3.3% |
3.2 |
0.8% |
100% |
True |
False |
292 |
10 |
381.0 |
360.3 |
20.7 |
5.4% |
3.4 |
0.9% |
100% |
True |
False |
179 |
20 |
381.0 |
357.5 |
23.5 |
6.2% |
2.8 |
0.7% |
100% |
True |
False |
123 |
40 |
381.0 |
356.4 |
24.6 |
6.5% |
2.5 |
0.6% |
100% |
True |
False |
94 |
60 |
388.3 |
356.4 |
31.9 |
8.4% |
2.2 |
0.6% |
77% |
False |
False |
69 |
80 |
388.3 |
356.4 |
31.9 |
8.4% |
1.7 |
0.5% |
77% |
False |
False |
52 |
100 |
397.0 |
356.4 |
40.6 |
10.7% |
1.4 |
0.4% |
61% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
406.5 |
2.618 |
396.7 |
1.618 |
390.7 |
1.000 |
387.0 |
0.618 |
384.7 |
HIGH |
381.0 |
0.618 |
378.7 |
0.500 |
378.0 |
0.382 |
377.3 |
LOW |
375.0 |
0.618 |
371.3 |
1.000 |
369.0 |
1.618 |
365.3 |
2.618 |
359.3 |
4.250 |
349.5 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
380.0 |
379.0 |
PP |
379.0 |
376.9 |
S1 |
378.0 |
374.9 |
|